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Conditional Moment Estimation of Nonlinear Equation Systems

With an Application to an Oligopoly Model of Cooperative R&D

  • JoachimĀ Inkmann

Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 497)

Table of contents

  1. Front Matter
    Pages I-VIII
  2. Introduction

    1. Joachim Inkmann
      Pages 1-5
  3. Estimation Theory

    1. Joachim Inkmann
      Pages 20-27
    2. Joachim Inkmann
      Pages 28-35
    3. Joachim Inkmann
      Pages 36-54
    4. Joachim Inkmann
      Pages 55-66
    5. Joachim Inkmann
      Pages 67-106
    6. Joachim Inkmann
      Pages 107-122
    7. Joachim Inkmann
      Pages 123-152
  4. Application

    1. Joachim Inkmann
      Pages 153-178
    2. Joachim Inkmann
      Pages 179-197
    3. Joachim Inkmann
      Pages 198-199
  5. Back Matter
    Pages 200-216

About this book

Introduction

Generalized method of moments (GMM) estimation of nonlinear systems has two important advantages over conventional maximum likelihood (ML) estimation: GMM estimation usually requires less restrictive distributional assumptions and remains computationally attractive when ML estimation becomes burdensome or even impossible. This book presents an in-depth treatment of the conditional moment approach to GMM estimation of models frequently encountered in applied microeconometrics. It covers both large sample and small sample properties of conditional moment estimators and provides an application to empirical industrial organization. With its comprehensive and up-to-date coverage of the subject which includes topics like bootstrapping and empirical likelihood techniques, the book addresses scientists, graduate students and professionals in applied econometrics.

Keywords

Conditional Moment Restrictions Generalized Method of Moments (GMM) Industrial Organization Konditionale Momentenrestriktionen Verallgemeinerte Momentenmethode econometrics

Authors and affiliations

  • JoachimĀ Inkmann
    • 1
  1. 1.Department of EconomicsUniversity of KonstanzKonstanzGermany

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-56571-7
  • Copyright Information Springer-Verlag Berlin Heidelberg 2001
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-41207-6
  • Online ISBN 978-3-642-56571-7
  • Series Print ISSN 0075-8442
  • Buy this book on publisher's site
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